Help in C programming

What are the functions of the following C libraries?
nr.h
nrutil.h
What I understood is that these are used when u are calling functions like 'qromb or polint or trapzd' for integration. Acutally when I compile the program I get these errors.
nr.h: No such file or directory
nrutil.h: No such file or directory
I searched in net , but cant fix it. How can I add those libraries?